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Linsmeier et al., 2000 - Google Patents

Value at risk

Linsmeier et al., 2000

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Document ID
4288713846396552678
Author
Linsmeier T
Pearson N
Publication year
Publication venue
Financial analysts journal

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Snippet

This article is a self-contained introduction to the concept and methodology of value at risk (VAR), a recently developed tool for measuring an entity's exposure to market risk. We explain the concept of VAR and then describe in detail the three methods for computing it …
Continue reading at www.sfu.ca (PDF) (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q10/00—Administration; Management
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    • G06Q10/00—Administration; Management
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
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    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
    • G06Q50/10—Services
    • G06Q50/16—Real estate
    • G06Q50/167—Closing

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